| Trading Metrics calculated at close of trading on 29-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
5,429.0 |
5,470.0 |
41.0 |
0.8% |
5,318.0 |
| High |
5,448.0 |
5,474.0 |
26.0 |
0.5% |
5,412.0 |
| Low |
5,416.0 |
5,424.0 |
8.0 |
0.1% |
5,292.0 |
| Close |
5,448.0 |
5,429.0 |
-19.0 |
-0.3% |
5,404.0 |
| Range |
32.0 |
50.0 |
18.0 |
56.3% |
120.0 |
| ATR |
61.0 |
60.2 |
-0.8 |
-1.3% |
0.0 |
| Volume |
18,232 |
23,048 |
4,816 |
26.4% |
124,090 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,592.3 |
5,560.7 |
5,456.5 |
|
| R3 |
5,542.3 |
5,510.7 |
5,442.8 |
|
| R2 |
5,492.3 |
5,492.3 |
5,438.2 |
|
| R1 |
5,460.7 |
5,460.7 |
5,433.6 |
5,451.5 |
| PP |
5,442.3 |
5,442.3 |
5,442.3 |
5,437.8 |
| S1 |
5,410.7 |
5,410.7 |
5,424.4 |
5,401.5 |
| S2 |
5,392.3 |
5,392.3 |
5,419.8 |
|
| S3 |
5,342.3 |
5,360.7 |
5,415.3 |
|
| S4 |
5,292.3 |
5,310.7 |
5,401.5 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,729.3 |
5,686.7 |
5,470.0 |
|
| R3 |
5,609.3 |
5,566.7 |
5,437.0 |
|
| R2 |
5,489.3 |
5,489.3 |
5,426.0 |
|
| R1 |
5,446.7 |
5,446.7 |
5,415.0 |
5,468.0 |
| PP |
5,369.3 |
5,369.3 |
5,369.3 |
5,380.0 |
| S1 |
5,326.7 |
5,326.7 |
5,393.0 |
5,348.0 |
| S2 |
5,249.3 |
5,249.3 |
5,382.0 |
|
| S3 |
5,129.3 |
5,206.7 |
5,371.0 |
|
| S4 |
5,009.3 |
5,086.7 |
5,338.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,474.0 |
5,342.0 |
132.0 |
2.4% |
36.8 |
0.7% |
66% |
True |
False |
23,124 |
| 10 |
5,474.0 |
5,141.0 |
333.0 |
6.1% |
44.5 |
0.8% |
86% |
True |
False |
25,704 |
| 20 |
5,474.0 |
5,090.0 |
384.0 |
7.1% |
56.5 |
1.0% |
88% |
True |
False |
27,343 |
| 40 |
5,640.0 |
5,090.0 |
550.0 |
10.1% |
53.3 |
1.0% |
62% |
False |
False |
27,590 |
| 60 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
41.3 |
0.8% |
59% |
False |
False |
18,424 |
| 80 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
35.2 |
0.6% |
59% |
False |
False |
13,835 |
| 100 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
28.6 |
0.5% |
59% |
False |
False |
11,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,686.5 |
|
2.618 |
5,604.9 |
|
1.618 |
5,554.9 |
|
1.000 |
5,524.0 |
|
0.618 |
5,504.9 |
|
HIGH |
5,474.0 |
|
0.618 |
5,454.9 |
|
0.500 |
5,449.0 |
|
0.382 |
5,443.1 |
|
LOW |
5,424.0 |
|
0.618 |
5,393.1 |
|
1.000 |
5,374.0 |
|
1.618 |
5,343.1 |
|
2.618 |
5,293.1 |
|
4.250 |
5,211.5 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,449.0 |
5,444.5 |
| PP |
5,442.3 |
5,439.3 |
| S1 |
5,435.7 |
5,434.2 |
|